At the office, I've taken to maintaining a "Praise" folder in my email client. I put all positive emails from managers and customers in this folder for later reference. This serves a number of purposes:

1) It's a great morale boost. Having a rough day at work? Just read over a couple of those emails.

2) It's useful for the normal performance review cycle. You can use those messages as a starting point for talking about accomplishments you've had since your last review.